I would assume by ‘fellow Christians’ you mean those who are ALIVE. Of course we pray for each other. And Christ is our intercessor. I wouldn’t pray to Paul to intercede. He’s dead. What about Mary?
You're alive in Christ, I'm alive in Christ, we can both intercede for each other with Christ, right?
Being alive in Christ, does death hold any power over you? If after promising to pray for each other, one of us dies, are we both still alive in Christ? I don't know about you, but being in a state of sanctifying Grace, I can assure you that even after death, I will still be alive in Christ.
When I log off my computer in a few minutes, I have a 45 minute drive home. If I would happen to die in a traffic accident on my way home, I will still be alive in Christ. As I come before Him in Heaven, after my judgement, I assure you, the first thing I will do is take your prayer request before Him as you just asked me.
If I'm still alive in Christ and you're still alive in Christ, why would I not pray for you as you requested?
Any "saint," i.e., anyone in a state of Grace, either here on earth or in Heaven, can pray for anyone else in a state of Grace. Death holds no power over you, me, St. Paul, or Mary, the Mother of Jesus. We can all pray for each other, being alive in Christ, in Christ and through Christ.